+395.8%
CLS vs IBB
+560.8%
-165.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | +4.6% | +1.4% | +3.1% | +3.3% |
| 30D | -13.9% | +10.5% | -24.4% | -20.8% |
| 3M | -26.6% | +23.6% | -50.2% | -38.1% |
| 6M | +15.4% | +22.6% | -7.2% | -2.4% |
| YTD | +5.7% | +25.7% | -20.0% | -12.4% |
| 1Y | +41.1% | +51.4% | -10.3% | +1.9% |
| 3Y | +1,228.6% | +64.4% | +1,164.2% | +800.4% |
| 5Y | +3,240.6% | +22.1% | +3,218.5% | +2,692.6% |
| 10Y | +2,760.3% | +132.5% | +2,627.9% | +1,246.7% |
| All | +395.8% | +560.8% | -165.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling